WTID vs. TSII

Last updated Apr 1, 2026

Compare and contrast key facts about MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and REX TSLA Growth & Income ETF (TSII).

WTID and TSII are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTID is a passively managed fund by REX that tracks the performance of the Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). It was launched on Feb 16, 2023. TSII is an actively managed fund by REX. It was launched on Jun 4, 2025.

Performance

WTID vs. TSII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and REX TSLA Growth & Income ETF (TSII). The values are adjusted to include any dividend payments, if applicable.

WTID vs. TSII - Yearly Performance Comparison

	2026 (YTD)	2025
WTID MicroSectors Energy -3X Inverse Leveraged ETN	-64.82%	-32.32%
TSII REX TSLA Growth & Income ETF	-14.56%	43.72%

Returns By Period

In the year-to-date period, WTID achieves a -64.82% return, which is significantly lower than TSII's -14.56% return.

WTID

• 1D: 4.88%
• 1M: -34.34%
• YTD: -64.82%
• 6M: -65.12%
• 1Y: -73.42%
• 3Y*: -48.22%
• 5Y*: —
• 10Y*: —

TSII

• 1D: 5.67%
• 1M: -6.20%
• YTD: -14.56%
• 6M: -10.85%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WTID vs. TSII - Expense Ratio Comparison

WTID has a 0.95% expense ratio, which is lower than TSII's 0.99% expense ratio.

TSII

REX TSLA Growth & Income ETF

WTID

MicroSectors Energy -3X Inverse Leveraged ETN

Return for Risk

WTID vs. TSII — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTID

WTID Risk / Return Rank: 1
WTID Sharpe Ratio Rank: 1
WTID Sortino Ratio Rank: 0
WTID Omega Ratio Rank: 1
WTID Calmar Ratio Rank: 1
WTID Martin Ratio Rank: 2

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WTID vs. TSII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and REX TSLA Growth & Income ETF (TSII). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	WTID	TSII	Difference
Sharpe ratio Return per unit of total volatility	-0.91	—	—
Sortino ratio Return per unit of downside risk	-1.81	—	—
Omega ratio Gain probability vs. loss probability	0.80	—	—
Calmar ratio Return relative to maximum drawdown	-0.86	—	—
Martin ratio Return relative to average drawdown	-1.33	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	WTID	TSII	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.91	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.66	0.60	-1.27

Correlation

The correlation between WTID and TSII is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

WTID vs. TSII - Dividend Comparison

WTID has not paid dividends to shareholders, while TSII's dividend yield for the trailing twelve months is around 59.25%.

	TTM	2025
WTID MicroSectors Energy -3X Inverse Leveraged ETN	0.00%	0.00%
TSII REX TSLA Growth & Income ETF	59.25%	32.17%

Drawdowns

WTID vs. TSII - Drawdown Comparison

The maximum WTID drawdown since its inception was -90.35%, which is greater than TSII's maximum drawdown of -26.12%. Use the drawdown chart below to compare losses from any high point for WTID and TSII.

Drawdown Indicators

	WTID	TSII	Difference
Max Drawdown Largest peak-to-trough decline	-90.35%	-26.12%	-64.23%
Max Drawdown (1Y) Largest decline over 1 year	-86.07%	—	—
Current Drawdown Current decline from peak	-89.63%	-21.92%	-67.71%
Average Drawdown Average peak-to-trough decline	-52.57%	-7.18%	-45.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	56.03%	—	—

Volatility

Volatility by Period

	WTID	TSII	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.45%	—	—
Volatility (6M) Calculated over the trailing 6-month period	44.85%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	80.62%	47.37%	+33.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	69.06%	47.37%	+21.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	69.06%	47.37%	+21.69%